Anic Equity¶

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Total return since start: 0.662 %¶

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Equity now: -----------------------------> 50760.05 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45202.33 Kr¶

PnL: ---------------------------------------> -375.26 Kr¶

DD now: ---------------------------------> -4.443 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 13:12:48.779740'

Anic Portfolio¶

This Week¶

Return: 0.029 %¶

Total portfolio value¶

Return including deposits: 66.196 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
INVISIO 15 -0.620000 3592.500000 30.000000 0.840000 3562.500000
Hexatronic Group 15 4.280000 1095.900000 28.200000 2.640000 1067.700000
Hexagon B 26 -0.410000 3438.500000 27.300000 0.800000 3411.200000
Nederman Holding 1 -0.460000 215.000000 16.000000 8.040000 199.000000
Sagax B 4 -0.800000 895.200000 12.000000 1.360000 883.200000
Sagax A 4 0.000000 896.000000 12.000000 1.360000 884.000000
Orrön Energy 170 -2.580000 2052.750000 11.900000 0.580000 2040.850000
Profoto Holding 7 -0.240000 593.600000 11.600000 1.990000 581.999999
Vitec Software Group B 2 -1.330000 1111.000000 10.000000 0.910000 1101.000000
Platzer Fastigheter Holding B 12 -0.500000 957.600000 8.400000 0.880000 949.200000
Addnode Group B 7 -1.660000 910.700000 7.700000 0.850000 903.000000
JM 7 -0.870000 953.400000 5.600000 0.590000 947.800000
Atrium Ljungberg B 5 -0.170000 907.000000 5.500000 0.610000 901.500000
HEXPOL B 8 -0.580000 959.200000 4.000000 0.420000 955.200000
BHG Group 109 -5.160000 1422.450000 3.270000 0.230000 1419.180000
Sandvik 4 -1.120000 848.800000 3.200000 0.380000 845.600000
ASSA ABLOY B 4 -1.150000 994.000000 3.200000 0.320000 990.800000
Alimak Group 12 0.120000 1006.800000 2.400000 0.240000 1004.400000
Latour B 4 -2.820000 856.000000 2.000000 0.230000 854.000000
Biotage 1 -6.650000 147.300000 -0.200000 -0.140000 147.500000
Hennes & Mauritz B 6 -1.160000 909.600000 -0.360000 -0.040000 909.960000
SKF B 5 -1.490000 976.750000 -1.250000 -0.130000 978.000000
AcadeMedia 20 -1.060000 974.000000 -1.600000 -0.160000 975.600000
Gränges 10 3.820000 1033.000000 -3.000000 -0.290000 1036.000000
Byggmax Group 33 -1.890000 961.620000 -3.300000 -0.340000 964.920000
Hoist Finance 36 0.540000 1004.400000 -3.600000 -0.360000 1008.000000
Catena 2 -0.250000 800.000000 -3.600000 -0.450000 803.600000
BioGaia B 8 -2.090000 898.400000 -4.000000 -0.440000 902.400000
OX2 12 -3.530000 902.400000 -4.200000 -0.460000 906.600000
Eastnine 6 -1.450000 652.800000 -4.200000 -0.640000 657.000000
EQT 4 -2.390000 864.400000 -6.400000 -0.730000 870.800000
Vitrolife 3 -2.110000 668.400000 -8.600000 -1.270000 677.000001
Investor B 3 -1.440000 645.300000 -12.700000 -1.930000 657.999999
Creaspac SPAC 40 -0.730000 3800.000000 -24.000000 -0.630000 3824.000000
VEF 788 -2.900000 1848.650000 -48.850000 -2.570000 1897.504000
Balco Group 39 -2.330000 1801.800000 -73.200000 -3.900000 1874.999997
Sedana Medical 93 -3.300000 2613.300000 -370.280000 -12.410000 2983.577733
TOTAL 45208.520000 -369.070000 -4.43165% 45577.591729

Updated:¶

'2023-06-19 13:10:45.926299'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶